Request order books snapshots with HTTP for dYdX #2393
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Pull Request
Request order books snapshots with HTTP for dYdX to improve robustness when subscribing to order books or quotes.
Internally, the venue uses an HTTP request as well when requesting a snapshot via the websocket. However, that request often fails resulting in "internal errors". Now we can use retries in case of failed requests.
How has this change been tested?
Live example